I'm 24 and haven't touched the books since I was about 10. I totally agree with you about Harry's relationship with the Dursleys. I was baffled by the realistic thought of being abused in the ways Harry was. I don't think the movies portrayed that as well as the book did, so that's one of the differences I noticed. I assume they neglected the emphasis on this aspect since it is a family friendly movie.

I could be wrong, but I don't remember the movies mentioning that Hagrid was expelled from Hogwarts... If they did include it in the movie, I didn't remember, and it took me by surprise.

I feel like the book is giving me a different feeling about Dumbledore, a feeling that I didn't experience with the first movie alone. In my opinion, the movie portrayed Dumbledore as a very positive and enlightening character, where I thought the book made him seem more mysterious. I find the mysterious view to be more appealing.

Also, an insignificant detail, but I don't recall Peeves being in the movie. I can see why they left him out, considering he is just an occasional nuisance, perhaps a form of comic relief. But it was a new character I wasn't familiar with, so that was intriguing.